{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "'''\n",
    "i:当天\n",
    "x:当天收盘价\n",
    "y：指数移动平均价EMA\n",
    "com：时间窗口（移动范围）大小，可以换算为衰减系数\n",
    "'''\n",
    "# 计算指数平滑移动平均线SMA\n",
    "def my_MACD(data):\n",
    "    # arr=data['Clsprc']\n",
    "    # alpha = 1/(1+com)\n",
    "    # y=(1-alpha)*my_MACD(data,com-1)+alpha*com\n",
    "    import numpy as np\n",
    "    EMA12 = data['Clsprc'].rolling(12).mean()\n",
    "    EMA26 = data['Clsprc'].rolling(26).mean()\n",
    "    DIF = EMA12 - EMA26\n",
    "    DIF.fillna(0,inplace=True)\n",
    "    DEA = np.zeros((len(DIF)))\n",
    "    MACD = np.zeros((len(DIF)))\n",
    "    for t in range(len(DIF)):\n",
    "        if t == 0:\n",
    "            DEA[t] = DIF[t]\n",
    "        if t > 0:\n",
    "            DEA[t] = (2 * DIF[t] + 8 * DEA[t - 1]) / 10\n",
    "        MACD[t] = 2 * (DIF[t] - DEA[t])\n",
    "    return DIF,DEA,MACD\n",
    "# 计算指数平滑移动平均线EMA\n",
    "def MACD(data): \n",
    "    import numpy as np \n",
    "    EMA12 = data['Clsprc'].ewm(12)\n",
    "    EMA26 = data['Clsprc'].ewm(26)\n",
    "    DIF=EMA12.obj- EMA26.obj\n",
    "    DEA=np.zeros((len(DIF)))\n",
    "    MACD=np.zeros((len(DIF)))\n",
    "    for t in range(len(DIF)):\n",
    "        if t==0:\n",
    "             DEA[t]= DIF[t]\n",
    "        if t>0:\n",
    "             DEA[t]=(2*DIF[t]+8*DEA[t-1])/10\n",
    "        MACD[t]=2*(DIF[t]-DEA[t])\n",
    "    return MACD"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "ename": "FileNotFoundError",
     "evalue": "[Errno 2] No such file or directory: 'data.xlsx'",
     "output_type": "error",
     "traceback": [
      "\u001B[1;31m---------------------------------------------------------------------------\u001B[0m",
      "\u001B[1;31mFileNotFoundError\u001B[0m                         Traceback (most recent call last)",
      "\u001B[1;32md:\\Temp\\ipykernel_23808\\221546305.py\u001B[0m in \u001B[0;36m<module>\u001B[1;34m\u001B[0m\n\u001B[0;32m      3\u001B[0m \u001B[1;32mfrom\u001B[0m \u001B[0mpyecharts\u001B[0m\u001B[1;33m.\u001B[0m\u001B[0mcharts\u001B[0m \u001B[1;32mimport\u001B[0m \u001B[0mBar\u001B[0m\u001B[1;33m,\u001B[0m\u001B[0mLine\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m      4\u001B[0m \u001B[1;33m\u001B[0m\u001B[0m\n\u001B[1;32m----> 5\u001B[1;33m \u001B[0mdata\u001B[0m \u001B[1;33m=\u001B[0m \u001B[0mpd\u001B[0m\u001B[1;33m.\u001B[0m\u001B[0mread_excel\u001B[0m\u001B[1;33m(\u001B[0m\u001B[1;34m'data.xlsx'\u001B[0m\u001B[1;33m)\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0m\u001B[0;32m      6\u001B[0m \u001B[1;31m# ？？\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m      7\u001B[0m \u001B[1;33m\u001B[0m\u001B[0m\n",
      "\u001B[1;32m~\\anaconda3\\lib\\site-packages\\pandas\\util\\_decorators.py\u001B[0m in \u001B[0;36mwrapper\u001B[1;34m(*args, **kwargs)\u001B[0m\n\u001B[0;32m    309\u001B[0m                     \u001B[0mstacklevel\u001B[0m\u001B[1;33m=\u001B[0m\u001B[0mstacklevel\u001B[0m\u001B[1;33m,\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m    310\u001B[0m                 )\n\u001B[1;32m--> 311\u001B[1;33m             \u001B[1;32mreturn\u001B[0m \u001B[0mfunc\u001B[0m\u001B[1;33m(\u001B[0m\u001B[1;33m*\u001B[0m\u001B[0margs\u001B[0m\u001B[1;33m,\u001B[0m \u001B[1;33m**\u001B[0m\u001B[0mkwargs\u001B[0m\u001B[1;33m)\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0m\u001B[0;32m    312\u001B[0m \u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m    313\u001B[0m         \u001B[1;32mreturn\u001B[0m \u001B[0mwrapper\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n",
      "\u001B[1;32m~\\anaconda3\\lib\\site-packages\\pandas\\io\\excel\\_base.py\u001B[0m in \u001B[0;36mread_excel\u001B[1;34m(io, sheet_name, header, names, index_col, usecols, squeeze, dtype, engine, converters, true_values, false_values, skiprows, nrows, na_values, keep_default_na, na_filter, verbose, parse_dates, date_parser, thousands, decimal, comment, skipfooter, convert_float, mangle_dupe_cols, storage_options)\u001B[0m\n\u001B[0;32m    455\u001B[0m     \u001B[1;32mif\u001B[0m \u001B[1;32mnot\u001B[0m \u001B[0misinstance\u001B[0m\u001B[1;33m(\u001B[0m\u001B[0mio\u001B[0m\u001B[1;33m,\u001B[0m \u001B[0mExcelFile\u001B[0m\u001B[1;33m)\u001B[0m\u001B[1;33m:\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m    456\u001B[0m         \u001B[0mshould_close\u001B[0m \u001B[1;33m=\u001B[0m \u001B[1;32mTrue\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[1;32m--> 457\u001B[1;33m         \u001B[0mio\u001B[0m \u001B[1;33m=\u001B[0m \u001B[0mExcelFile\u001B[0m\u001B[1;33m(\u001B[0m\u001B[0mio\u001B[0m\u001B[1;33m,\u001B[0m \u001B[0mstorage_options\u001B[0m\u001B[1;33m=\u001B[0m\u001B[0mstorage_options\u001B[0m\u001B[1;33m,\u001B[0m \u001B[0mengine\u001B[0m\u001B[1;33m=\u001B[0m\u001B[0mengine\u001B[0m\u001B[1;33m)\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0m\u001B[0;32m    458\u001B[0m     \u001B[1;32melif\u001B[0m \u001B[0mengine\u001B[0m \u001B[1;32mand\u001B[0m \u001B[0mengine\u001B[0m \u001B[1;33m!=\u001B[0m \u001B[0mio\u001B[0m\u001B[1;33m.\u001B[0m\u001B[0mengine\u001B[0m\u001B[1;33m:\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m    459\u001B[0m         raise ValueError(\n",
      "\u001B[1;32m~\\anaconda3\\lib\\site-packages\\pandas\\io\\excel\\_base.py\u001B[0m in \u001B[0;36m__init__\u001B[1;34m(self, path_or_buffer, engine, storage_options)\u001B[0m\n\u001B[0;32m   1374\u001B[0m                 \u001B[0mext\u001B[0m \u001B[1;33m=\u001B[0m \u001B[1;34m\"xls\"\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m   1375\u001B[0m             \u001B[1;32melse\u001B[0m\u001B[1;33m:\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[1;32m-> 1376\u001B[1;33m                 ext = inspect_excel_format(\n\u001B[0m\u001B[0;32m   1377\u001B[0m                     \u001B[0mcontent_or_path\u001B[0m\u001B[1;33m=\u001B[0m\u001B[0mpath_or_buffer\u001B[0m\u001B[1;33m,\u001B[0m \u001B[0mstorage_options\u001B[0m\u001B[1;33m=\u001B[0m\u001B[0mstorage_options\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m   1378\u001B[0m                 )\n",
      "\u001B[1;32m~\\anaconda3\\lib\\site-packages\\pandas\\io\\excel\\_base.py\u001B[0m in \u001B[0;36minspect_excel_format\u001B[1;34m(content_or_path, storage_options)\u001B[0m\n\u001B[0;32m   1248\u001B[0m         \u001B[0mcontent_or_path\u001B[0m \u001B[1;33m=\u001B[0m \u001B[0mBytesIO\u001B[0m\u001B[1;33m(\u001B[0m\u001B[0mcontent_or_path\u001B[0m\u001B[1;33m)\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m   1249\u001B[0m \u001B[1;33m\u001B[0m\u001B[0m\n\u001B[1;32m-> 1250\u001B[1;33m     with get_handle(\n\u001B[0m\u001B[0;32m   1251\u001B[0m         \u001B[0mcontent_or_path\u001B[0m\u001B[1;33m,\u001B[0m \u001B[1;34m\"rb\"\u001B[0m\u001B[1;33m,\u001B[0m \u001B[0mstorage_options\u001B[0m\u001B[1;33m=\u001B[0m\u001B[0mstorage_options\u001B[0m\u001B[1;33m,\u001B[0m \u001B[0mis_text\u001B[0m\u001B[1;33m=\u001B[0m\u001B[1;32mFalse\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m   1252\u001B[0m     ) as handle:\n",
      "\u001B[1;32m~\\anaconda3\\lib\\site-packages\\pandas\\io\\common.py\u001B[0m in \u001B[0;36mget_handle\u001B[1;34m(path_or_buf, mode, encoding, compression, memory_map, is_text, errors, storage_options)\u001B[0m\n\u001B[0;32m    793\u001B[0m         \u001B[1;32melse\u001B[0m\u001B[1;33m:\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m    794\u001B[0m             \u001B[1;31m# Binary mode\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[1;32m--> 795\u001B[1;33m             \u001B[0mhandle\u001B[0m \u001B[1;33m=\u001B[0m \u001B[0mopen\u001B[0m\u001B[1;33m(\u001B[0m\u001B[0mhandle\u001B[0m\u001B[1;33m,\u001B[0m \u001B[0mioargs\u001B[0m\u001B[1;33m.\u001B[0m\u001B[0mmode\u001B[0m\u001B[1;33m)\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0m\u001B[0;32m    796\u001B[0m         \u001B[0mhandles\u001B[0m\u001B[1;33m.\u001B[0m\u001B[0mappend\u001B[0m\u001B[1;33m(\u001B[0m\u001B[0mhandle\u001B[0m\u001B[1;33m)\u001B[0m\u001B[1;33m\u001B[0m\u001B[1;33m\u001B[0m\u001B[0m\n\u001B[0;32m    797\u001B[0m \u001B[1;33m\u001B[0m\u001B[0m\n",
      "\u001B[1;31mFileNotFoundError\u001B[0m: [Errno 2] No such file or directory: 'data.xlsx'"
     ]
    }
   ],
   "source": [
    "import pandas as pd\n",
    "from pyecharts import options as opts\n",
    "from pyecharts.charts import Bar,Line\n",
    "\n",
    "data = pd.read_excel('data.xlsx')\n",
    "# ？？\n",
    "\n",
    "# import pyecharts.charts as pc\n",
    "from pyecharts.charts import Bar, Line\n",
    "import pyecharts.options as opts\n",
    "bar = Bar()\n",
    "xaxis_data = range(len(mymacd[2]))\n",
    "bar.add_xaxis(list(xaxis_data))\n",
    "bar.add_yaxis('macd',y_axis=list(mymacd[2]))\n",
    "\n",
    "line = Line()\n",
    "line.add_xaxis(xaxis_data)\n",
    "line.add_yaxis('dif',y_axis=mymacd[0])\n",
    "line.add_yaxis('dea',y_axis=mymacd[1])\n",
    "bar.set_series_opts(opts.LabelOpts(is_show=False))\n",
    "line.set_series_opts(opts.LabelOpts(is_show=False))\n",
    "\n",
    "bar.overlap(line)\n",
    "# 输出图形"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "\n",
       "<script>\n",
       "    require.config({\n",
       "        paths: {\n",
       "            'echarts':'https://assets.pyecharts.org/assets/v5/echarts.min'\n",
       "        }\n",
       "    });\n",
       "</script>\n",
       "\n",
       "        <div id=\"2a68625392684f0dbb4c37a3db503a53\" style=\"width:900px; height:500px;\"></div>\n",
       "\n",
       "<script>\n",
       "        require(['echarts'], function(echarts) {\n",
       "                var chart_2a68625392684f0dbb4c37a3db503a53 = echarts.init(\n",
       "                    document.getElementById('2a68625392684f0dbb4c37a3db503a53'), 'white', {renderer: 'canvas'});\n",
       "                var option_2a68625392684f0dbb4c37a3db503a53 = {\n",
       "    \"animation\": true,\n",
       "    \"animationThreshold\": 2000,\n",
       "    \"animationDuration\": 1000,\n",
       "    \"animationEasing\": \"cubicOut\",\n",
       "    \"animationDelay\": 0,\n",
       "    \"animationDurationUpdate\": 300,\n",
       "    \"animationEasingUpdate\": \"cubicOut\",\n",
       "    \"animationDelayUpdate\": 0,\n",
       "    \"aria\": {\n",
       "        \"enabled\": false\n",
       "    },\n",
       "    \"color\": [\n",
       "        \"#5470c6\",\n",
       "        \"#91cc75\",\n",
       "        \"#fac858\",\n",
       "        \"#ee6666\",\n",
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       "        \"#3ba272\",\n",
       "        \"#fc8452\",\n",
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       "    \"series\": [\n",
       "        {\n",
       "            \"type\": \"bar\",\n",
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       "                0.3741508033527544,\n",
       "                0.39593602729759647,\n",
       "                0.42362061670986184,\n",
       "                0.463204185675585,\n",
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       "                0.3907277223557646,\n",
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       "                0.4323998186666662,\n",
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       "                -0.9614382581327956,\n",
       "                -0.9927403500959722,\n",
       "                -0.6654743313588376,\n",
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